-31.3%
OPEN vs CRBG
+117.3%
-148.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.3% |
| 7D | -11.4% | +0.6% | -12.0% | -11.8% |
| 30D | -20.1% | +2.6% | -22.7% | -21.7% |
| 3M | -37.6% | +24.0% | -61.6% | -47.0% |
| 6M | -47.1% | +50.5% | -97.6% | -61.4% |
| YTD | -52.1% | +17.1% | -69.3% | -58.3% |
| 1Y | -73.5% | +5.9% | -79.4% | -75.1% |
| 3Y | -24.4% | +122.7% | -147.1% | -68.5% |
| All | -31.3% | +117.3% | -148.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling